We consider the task of fitting a regression model involving interactions among a potentially large set of covariates, in which we wish to enforce strong heredity. We propose FAMILY, a very general ...
We analyze boosting algorithms [Ann. Statist. 29 (2001) 1189–1232; Ann. Statist. 28 (2000) 337–407; Ann. Statist. 32 (2004) 407–499] in linear regression from a new perspective: that of modern ...
This course discusses basic convex analysis (convex sets, functions, and optimization problems), optimization theory (linear, quadratic, semidefinite, and geometric programming; optimality conditions ...
where \(\mathsf{G}(\cdot)\) is some convex operator and \(\mathcal{F}\) is as set of feasible input distributions. Examples of such an optimization problem include finding capacity in information ...
Berk, Richard, Hoda Heidari, Shahin Jabbari, Matthew Joseph, Michael J. Kearns, Jamie Morgenstern, Seth Neel, and Aaron Roth. "A Convex Framework for Fair Regression." Paper presented at the 4th ...